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The population of third-world countries once ruled for a long time by other countries, like India or the Congo, often rise up in protest in their quests for independence, thereby causing several proxy wars.
Arms race
A large majority of the cold war was fought in other countries land-but the main conflict was between Russia and the USA. The Cold War was made up of proxy wars, in Korea, Vietnam, and Afghanistan. Although I do not know the death toll, it was very, very bloody.
The Korean War and the Vietnam War were both results of communist aggression. Both the Korean War and the Vietnam Wars were Cold War proxy wars, but to assume that they were the only two proxy wars is a very America-centric view. The Soviet-Afghan War is another one along with countless revolutions.
Survival. Power ensures that.